-6.4%
SAP vs APD
+24.7%
-31.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.1% |
| 7D | -0.7% | -3.7% | +3.0% | -0.5% |
| 30D | +11.1% | +9.6% | +1.5% | +10.9% |
| 3M | +17.0% | +1.6% | +15.4% | +17.0% |
| 6M | +34.8% | +2.2% | +32.7% | +35.1% |
| YTD | -2.2% | +25.9% | -28.1% | -5.4% |
| 1Y | -6.4% | +20.1% | -26.6% | -8.7% |
| All | -6.4% | +24.7% | -31.1% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling